Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196515.0854 | 119312.2398 | 77202.8456 | 324160.1609 | 248355.0172 | 75805.1437 |
Total P&L (%) | 196.5151 | 119.3122 | 77.2028 | 324.1602 | 248.355 | 75.8051 |
Avg Daily Profit (%) | 0.3773 | 0.2291 | 0.1482 | 0.2778 | 0.2399 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45101 | -30610 | -54900 | -163603 | -114533 | -165775 |
Profit Factor | 1.3467 | 1.4453 | 1.2583 | 1.181 | 1.294 | 1.0801 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 166 | 86 | 80 | 166 | 86 | 80 |
Losing Trades | 186 | 90 | 96 | 186 | 90 | 96 |
Profitability (%) | 47.1591 | 48.8636 | 45.4545 | 47.1591 | 48.8636 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.5089 | 1.5126 | 1.5099 | 1.3232 | 1.3542 | 1.2961 |
Largest Winning Trade | 25162 | 25162 | 20389 | 91359 | 91359 | 49129 |
Largest Losing Trade | -18492 | -18492 | -12503 | -76793 | -76793 | -57983 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 98 | 91 | 105 | 98 | 91 | 105 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 24752 | 12195 | 12557 | 24752 | 12195 | 12557 |
Profit Streak | 1.3425 | 0 | 1.5092 | 1.3425 | 0 | 1.5092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292979 | 335098 | 46703 | -15663 | 265147 | -185215 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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